Optimalizácia procesov a výrob

Weekly outline

• General
  

  General

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  Advanced Optimization

  Lectures: M. Kvasnica, exercises: M. Klaučo

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  • News Forum
  • Syllabus Page
  • About the course Page
  • Teaching material and additional resources Page
  • Výsledky ankety z akademického roku 2017/2018 File
• 17 September - 23 September
  

  17 September - 23 September

  Covered topics:

  • Motivation
  • Course goals and objectives
  • Grading
  • Unconstrained optimization

  • Lecture slides: unconstrained optimization File
  • Exercise 1:Text File
  • data.mat File
  • Exercise 1: Submission (Bonus) Assignment
• 24 September - 30 September
  

  24 September - 30 September

  Gradient-based numerical algorithms for unconstrained optimization:

  • gradient descent method
  • Newton method

  • Lecture slides: gradient-based methods for unconstrained optimization File
  • Exercise 2: Text File
  • ethanol.mat File
• 1 October - 7 October
  

  1 October - 7 October

  Gradient-free method for unconstrained optimization

  • the Luus-Jaakola random method
  • simulated annealing
  • extremum seeking

  • Lecture slides: gradient-free methods File
  • Video 1/4 (Quiz) URL
  • Video 2/4 (The Luus-Jaakola method) URL
  • Video 3/4 (Simulated annealing) URL
  • Video 4/4 (Extremum seeking) URL
  • Bonus: LJ for n-D Assignment
  • Exercise 3: Text File
• 8 October - 14 October
  

  8 October - 14 October

  Covered topics:

  • the Nelder-Mead algorithm for unconstrained optimization
  • elimination-based method for solving problems with equality constraints
  • the Lagrange method for equality-constrained optimization

  • Quiz 1
  • Lecture slides: equality-constrained optimization, elimination method File
  • Video 1/2 (Nelder Mead method for unconstrained optimization) URL
  • Video 2/2 (Elimination method for equality-constrained optimization) URL
  • data_fit.mat File
• 15 October - 21 October
  

  15 October - 21 October

  Covered topics:
  

  • Equality-constrained optimization
  • Lagrange method

  • Lecture slides: equality-constrained optimization, Lagrange method File
  • Video 1/2: Lagrange method for equality-constrained optimization, part 1 URL
  • Video 2/2: Lagrange method for equality-constrained optimization, part 2 URL
  • Exercise 4: Text File
  • Simulink files for Extremum Seeking
  • Simulink files for Extremum Seeking R14a
  • Project 1 Assignment
  • Project 1 - gradient methods File
  • Vapor–liquid equlibria datafiles Folder
  • Satisfaction Survey URL
• 22 October - 28 October
  

  22 October - 28 October

  Covered topics:
  

  • Inequality-constrained optimization
  • Economic interpretation of Lagrange multipliers

  • Lecture slides: inequality-constrained optimization File
  • Video 1/3: Economic interpretation of Lagrange multipliers, feasible-start Newton method URL
  • Video 2/3: Infeasible-start Newton method URL
  • Video 3/3: Inequality-constrained optimization, KKT conditions URL
  • Large scale problem 1 Page
  • Large scale problem 2 Page
  • Project 2 Assignment
  • Satisfaction Survey URL
  • Exercise 6 File
• 29 October - 4 November
  

  29 October - 4 November

  Covered topics:
  

  • Linear programming
  • Simplex method

  • Lecture slides: Linear programming and the Simplex method File
  • Video 1/3: Linear programming and the simplex method URL
  • Video 2/3: Linear programming and the simplex method URL
  • Video 3/3: Linear programming and the simplex method URL
  • Exercise_7 File
• 5 November - 11 November
  

  5 November - 11 November

  • Lecture slides: Barrier & Interior-point methods File
  • Exercise 8 File
• 12 November - 18 November
  

  12 November - 18 November

  Covered topics:
  

  • Quadratic programming
  • Active set methods

  • Lecture slides: Surprises of the simplex method File
  • Lecture slides: Quadratic programming File
  • Video 1/9: Quadratic programming URL
  • Video 2/9: Quadratic programming URL
  • Video 3/9: Quadratic programming URL
  • Video 4/9: Quadratic programming URL
  • Video 5/9: Quadratic programming URL
  • Video 6/9: Quadratic programming URL
  • Video 7/9: Quadratic programming URL
  • Video 8/9: Quadratic programming URL
  • Video 9/9: Quadratic programming URL
• 19 November - 25 November
  

  19 November - 25 November

  Covered topics:
  

  • Separation
  • Classification
  • Sequential quadratic programming

  • Lecture slides: separation and classification File
  • Lecture slides: sequential quadratic programming File
  • Video 1/3: Separation and classification URL
  • Video 2/3: Separation and classification URL
  • Video 3/3: Sequential quadratic programming URL
  • Active-Set Method Algorithm File
• 26 November - 2 December
  

  26 November - 2 December

  Covered topics:
  

  • Integer optimization
  • Mixed-integer optimization

  • Lecture slides: Mixed-Integer Optimization File
  • Video 1/2: Integer optimization URL
  • Video 1/2: Integer optimization URL
  • Exercise 10 File
  • Satisfaction Survey URL
• 3 December - 9 December
  

  3 December - 9 December

  Covered topics:
  

  • Logic constraints
  • Mixed real/logic constraints

  • Video: Logic and mixed constraints URL
  • Exercise 11 File
  • brothers.mat File
  • Application of QPs (SVM) File
  • data_3D.mat File
  • Satisfaction Survey URL
• 10 December - 16 December
  

  10 December - 16 December

  • Exercise 12 File
  • Exercise 13 File
  • Exercise MILP File
  • Total-Satisfaction Survey URL